Anic Equity¶

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Total return since start: 0.661 %¶

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Equity now: -----------------------------> 50740.6 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 18654.75 Kr¶

PnL: ---------------------------------------> -526.75 Kr¶

DD now: ---------------------------------> -4.48 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-19 10:25:33.181816'

Anic Portfolio¶

Today¶

Return: -0.021 %¶

This Week¶

Return: -0.021 %¶

Total portfolio value¶

Return including deposits: 66.112 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Profoto Holding 7 2.120000 607.600000 25.600000 4.400000 581.999999
Addnode Group B 6 -2.650000 772.800000 20.800000 2.770000 751.999998
Nederman Holding 1 0.930000 218.000000 19.000000 9.550000 199.000000
SynAct Pharma 9 -1.740000 662.400000 17.400000 2.700000 645.000003
Creaspac SPAC 40 -0.100000 3824.000000 0.000000 0.000000 3824.000000
INVISIO 15 -1.450000 3562.500000 0.000000 0.000000 3562.500000
Eastnine 6 -1.630000 651.600000 -5.400000 -0.820000 657.000000
Volati 5 -0.880000 565.000000 -9.000000 -1.570000 574.000000
Vitrolife 3 -2.280000 667.200000 -9.800000 -1.450000 677.000001
Investor B 3 -1.210000 646.800000 -11.200000 -1.700000 657.999999
Xvivo Perfusion 3 -3.330000 828.000000 -17.000000 -2.010000 845.000001
Balco Group 39 -0.740000 1831.050000 -43.950000 -2.340000 1874.999997
Sedana Medical 135 -2.680000 3817.800000 -513.200000 -11.850000 4330.999935
TOTAL 18654.750000 -526.750000 -4.47992% 19181.499933

Updated:¶

'2023-06-19 10:25:50.166826'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶